Horizonte Bajo · strategy profile

Horizonte Bajo · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.2%	+35	1	1
This month	+0.7%	+159	4	3
This year	+3.3%	+828	67	31

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.6	+4.7	+9.1	−0.2	−1.2	+3.8	+0.8	0.0	−0.9	+0.1	−3.0	−1.8	+10.7
2021	+1.0	−0.5	+3.0	0.0	−2.2	+0.8	−2.6	−0.6	+1.0	+1.1	−1.9	+1.0	0.0
2022	+0.4	+0.2	+2.2	+2.0	−1.1	+0.5	−0.3	−0.7	+3.7	+3.0	−0.6	+3.3	+12.6
2023	+0.2	+1.5	−4.4	−0.6	+4.3	0.0	−1.0	−0.4	−0.9	−0.1	+0.7	−2.7	−3.5
2024	+2.4	+0.6	+1.8	+2.7	−0.5	+0.5	−2.0	−2.3	+1.4	+1.7	−3.0	−1.6	+1.7
2025	−4.2	+1.1	−3.1	+0.7	+3.1	−0.7	+3.2	−2.5	−0.2	+2.8	−0.4	−1.5	−1.7
2026	+1.0	+2.8	+0.3	−3.4	0.0	−0.2	−1.4	−0.1	+3.9	+0.6	+0.2	·	+3.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −14.9%.

Max daily drawdown: −2.3%
Max weekly drawdown: −2.9%
Max drawdown · equity: −14.9%
Max drawdown · balance: −14.9%
Absolute drawdown: −$1,959
Longest drawdown: 827 days · Apr
Recovery factor: 1.6
Max simultaneous risk: 0.5%

Symbol split

90 days

USDJPY

100%+24.3%

Long 67% · Short 33%

Hour and day

trade opens · UTC

Mon 17% · Tue 16% · Wed 26% · Thu 20% · Fri 20% · 47% in the New York session

Behaviour

from 657 trades

✓ Losers not held longer than winners! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 6% · 4–12h 22% · over 12h 73%. Automated share 100%.

Statistics657 closed trades

Trades657

Won / lost249 / 408

Long win rate40% (441)

Short win rate33% (216)

Avg win+$107.5 · 150.7 pip

Avg loss−$59.7 · −80.6 pip

Best trade+$226 · Mar 9

Worst trade−$103 · Oct 5

Total pips+4,638

Lots65.7

Commission + swap−$1,214

Expectancy / trade+$3.6

Profit factor1.10

Sharpe0.80daily returns, annualised

Z-score−0.8 (58%)dependence between runs

Standard deviation$90.8

AHPR / GHPR0.04% / 0.03%

Recovery factor1.6

Winning streak5 (+$310)

Losing streak10 (−$341)

Avg holding time3.7 days

Trades / week1.8

Risk / trade0.5%

Monthly average+0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 10:28	USDJPY	BUY	0.1	156.905 → 157.259	6.9 days	+35.4	+$19	—
Oct 23 09:00	USDJPY	SELL	0.1	157.865 → 156.784	6.9 days	+108.1	+$65	—
Oct 16 09:01	USDJPY	BUY	0.1	158.336 → 158.014	6.9 days	−32.2	−$24	—
Oct 9 09:56	USDJPY	BUY	0.1	157.800 → 158.281	6.9 days	+48.1	+$27	—
Oct 2 04:00	USDJPY	SELL	0.1	158.162 → 157.884	6.9 days	+27.8	+$14	—
Sep 25 02:12	USDJPY	BUY	0.1	157.106 → 158.422	6.9 days	+131.6	+$80	—
Sep 18 02:56	USDJPY	BUY	0.1	154.539 → 156.837	3.7 days	+229.8	+$144	—
Sep 14 11:00	USDJPY	SELL	0.1	154.470 → 154.563	6.9 days	−9.3	−$10	—
Sep 7 08:28	USDJPY	SELL	0.1	156.490 → 154.192	4 days	+229.8	+$148	—
Sep 3 07:09	USDJPY	SELL	0.1	158.683 → 156.385	10h 39m	+229.8	+$145	—
Sep 2 13:26	USDJPY	BUY	0.1	159.444 → 158.542	5.8 days	−90.2	−$59	—
Aug 27 17:18	USDJPY	BUY	0.1	159.165 → 159.315	6.9 days	+15	+$6	—
Aug 20 18:18	USDJPY	SELL	0.1	158.270 → 159.172	1.2 days	−90.2	−$58	—
Aug 19 12:37	USDJPY	BUY	0.1	159.440 → 158.538	1.6 days	−90.2	−$57	—
Aug 17 21:59	USDJPY	BUY	0.1	159.282 → 159.382	6.9 days	+10	+$3	—
Aug 10 23:01	USDJPY	BUY	0.1	157.379 → 159.244	6.9 days	+186.5	+$114	—
Aug 3 23:41	USDJPY	SELL	0.1	156.638 → 157.540	23h 11m	−90.2	−$58	—
Aug 2 21:03	USDJPY	SELL	0.1	159.517 → 157.219	2.3 days	+229.8	+$146	—
Jul 31 13:22	USDJPY	BUY	0.1	160.461 → 159.559	0h 40m	−90.2	−$57	—
Jul 31 08:56	USDJPY	BUY	0.1	160.015 → 159.113	9h 22m	−90.2	−$57	—
Jul 30 23:16	USDJPY	SELL	0.1	158.987 → 159.889	5h 16m	−90.2	−$57	—
Jul 30 10:15	USDJPY	BUY	0.1	163.808 → 162.906	5.9 days	−90.2	−$58	—
Jul 24 06:57	USDJPY	BUY	0.1	162.415 → 163.785	6.9 days	+137	+$80	—
Jul 17 07:59	USDJPY	BUY	0.1	161.759 → 162.278	6.9 days	+51.9	+$28	—
Jul 10 02:10	USDJPY	BUY	0.1	162.346 → 161.444	3.7 days	−90.2	−$59	—

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